R: Hat values for 'fixest' objects

hatvalues.fixest {fixest} | R Documentation

## Hat values for `fixest` objects

### Description

Computes the hat values for `feols` or `feglm` estimations. Only works when there are no fixed-effects.

### Usage

    ## S3 method for class 'fixest'
    hatvalues(model, ...)

### Arguments

`model` | A fixest object. For instance from feols or feglm.
`...` | Not currently used.

### Details

Hat values are not available for `fenegbin`, `femlm` and `feNmlm` estimations.

When there are fixed-effects, the hat values of the reduced form are different from the hat values of the full model. And we cannot get costlessly the hat values of the full model from the reduced form. It would require to reestimate the model with the fixed-effects as regular variables.

### Value

Returns a vector of the same length as the number of observations used in the estimation.

### Examples

    est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
    head(hatvalues(est))

[Package fixest version 0.10.0 Index]